+108.5%
CSCO vs HIG
+99.1%
+9.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | -10.1% | -4.9% | -5.2% | -9.2% |
| 3M | -11.7% | +6.8% | -18.5% | -13.3% |
| 6M | +40.1% | -1.7% | +41.8% | +40.4% |
| YTD | +43.8% | -0.2% | +44.0% | +43.3% |
| 1Y | +66.6% | +5.7% | +60.9% | +62.9% |
| 3Y | +108.5% | +100.3% | +8.2% | +82.3% |
| All | +108.5% | +99.1% | +9.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling